SPEU Options History — April 2021 In April 2021, SPEU traded between $39.78 and $41.73. ATM implied volatility averaged 13.4%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 0.6% (HV 20d: 12.8%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.04.
Notable Days 2021-04-13 : Highest Volume — 118 contracts2021-04-12 : Largest IV spike — 95.2% change2021-04-12 : Highest IV Rank — 6.0%2021-04-22 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.96 $39.78 $41.73 $39.78 $41.05 Max Pain $38.94 $38.00 $40.00 $38.00 $40.00 ATM IV 13.4% 8.6% 16.8% 11.9% 15.3% Expected Move 3.9% 3.4% 4.5% 3.4% 4.4% HV 20d 12.8% 11.2% 13.9% 11.2% 13.9% HV 60d 14.0% 12.2% 14.7% 14.2% 12.7% IV Rank 4.1% 1.3% 6.0% 3.2% 5.1% IV Percentile 13.3% 0.9% 26.4% 8.3% 22.1% Term Structure 1.3% 0.2% 2.2% 2.2% 0.8% VWIV 17.4% 12.5% 21.2% 19.6% 12.5% Skew 25d 5.1% 3.1% 7.2% 4.2% 5.9% Skew 10d 12.3% 8.0% 16.2% 10.7% 13.4% Call IV 25d 12.3% 9.7% 13.3% 11.4% 13.1% Put IV 25d 17.5% 15.3% 20.0% 15.6% 18.9% Bid-Ask Spread % 98.24 92.64 109.53 109.53 102.18 Gamma HHI 0.51 0.20 0.74 0.25 0.38 Net GEX 9.6K 621 19.2K 1.3K 6.6K Net DEX -14.4K -88.8K 37.1K 10.6K 37.1K Net VEX -548 -840 -237 -255 -585 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.26 0.00 0.00 Total Volume 12.476 0 118 0 3 Total OI 103.857 46 141 46 117
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-04-01 $39.78 $0.00 11.9% 3.4% 11.2% 3.2% 0.0% 4.2% 2.2% 1.3K 10.6K -255 0.00 109.53 N/A N/A 0 0 26 20 2021-04-05 $40.58 $0.00 10.6% 3.5% 12.9% 2.5% 0.0% 4.9% 1.6% 1.2K 7.1K -246 0.00 95.11 N/A N/A 0 0 26 20 2021-04-06 $40.17 $0.00 14.9% 4.3% 13.7% 4.9% 0.0% 4.9% 1.0% 1.2K 11.0K -237 0.00 92.64 N/A N/A 0 0 26 20 2021-04-07 $40.22 $0.00 14.5% 4.3% 12.7% 4.7% 19.6% 4.8% 0.9% 1.2K 8.0K -259 0.00 95.56 N/A N/A 0 4 26 20 2021-04-08 $40.56 $38.00 11.6% 3.8% 13.0% 3.0% 0.0% 4.5% 1.4% 621 6.6K -269 0.00 97.22 N/A N/A 0 0 26 24 2021-04-09 $40.53 $38.00 8.6% 3.7% 12.5% 1.3% 0.0% 4.4% 1.7% 659 9.0K -264 0.00 96.87 N/A N/A 75 0 26 24 2021-04-12 $40.38 $38.00 16.8% 4.4% 12.6% 6.0% 0.0% 5.1% 0.9% 12.5K -33.2K -559 0.00 95.24 N/A N/A 0 0 101 24 2021-04-13 $40.72 $38.00 13.9% 3.7% 12.6% 4.3% 21.2% 5.0% 1.7% 14.2K -40.5K -562 0.26 97.00 N/A N/A 94 24 101 24 2021-04-14 $40.67 $38.00 13.2% 3.8% 12.6% 4.0% 20.4% 5.2% 1.2% 14.0K -40.4K -562 0.00 97.60 N/A N/A 0 2 101 24 2021-04-15 $40.98 $38.00 12.9% 3.7% 12.7% 3.8% 12.9% 4.9% 1.7% 16.0K -50.0K -600 0.00 98.65 N/A N/A 1 0 101 26 2021-04-16 $41.47 $38.00 13.5% 3.9% 12.2% 4.1% 0.0% 3.2% 1.2% 19.2K -88.8K -703 0.00 98.10 N/A N/A 11 0 102 26 2021-04-19 $41.52 $38.00 13.0% 3.7% 12.2% 3.9% 0.0% 4.7% 1.2% 17.3K -81.8K -657 0.00 96.22 N/A N/A 0 0 93 26 2021-04-20 $40.90 $38.00 15.4% 4.4% 13.6% 5.2% 17.8% 6.8% 0.8% 13.7K -48.7K -565 0.00 93.04 N/A N/A 0 22 93 26 2021-04-21 $41.22 $40.00 15.3% 4.4% 12.7% 5.1% 0.0% 7.2% 0.4% 12.6K 19.5K -740 0.00 92.75 N/A N/A 0 0 93 48 2021-04-22 $41.14 $40.00 15.6% 4.5% 12.8% 5.3% 0.0% 6.0% 0.2% 11.6K 4.0K -765 0.00 97.21 N/A N/A 0 0 93 48 2021-04-23 $41.55 $40.00 12.4% 3.5% 13.0% 3.5% 0.0% 7.1% 2.0% 14.3K -19.3K -840 0.00 99.67 N/A N/A 0 0 93 48 2021-04-26 $41.60 $40.00 12.9% 3.7% 12.8% 3.8% 0.0% 4.7% 1.6% 15.5K -16.4K -800 0.00 101.00 N/A N/A 25 0 93 48 2021-04-27 $41.64 $40.00 12.7% 3.6% 12.8% 3.6% 0.0% 6.6% 1.8% 9.2K 6.9K -668 0.00 101.96 N/A N/A 0 0 68 48 2021-04-28 $41.73 $40.00 13.4% 3.8% 12.8% 4.1% 0.0% 4.4% 1.1% 9.6K 2.7K -682 0.00 101.88 N/A N/A 0 0 68 48 2021-04-29 $41.70 $40.00 12.8% 3.7% 12.8% 3.7% 12.5% 3.1% 1.7% 8.4K -4.9K -688 0.00 103.59 N/A N/A 1 0 68 48 2021-04-30 $41.05 $40.00 15.3% 4.4% 13.9% 5.1% 0.0% 5.9% 0.8% 6.6K 37.1K -585 0.00 102.18 N/A N/A 3 0 69 48
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